0001752724-20-265964.txt : 20201221
0001752724-20-265964.hdr.sgml : 20201221
20201221134934
ACCESSION NUMBER: 0001752724-20-265964
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201031
FILED AS OF DATE: 20201221
PERIOD START: 20201031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: COMMERCE FUNDS
CENTRAL INDEX KEY: 0000926243
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-08598
FILM NUMBER: 201403497
BUSINESS ADDRESS:
STREET 1: 1000 WALNUT ST
CITY: KANSAS CITY
STATE: MO
ZIP: 64121
BUSINESS PHONE: 8006212550
MAIL ADDRESS:
STREET 1: PO BOX 219525
CITY: KANSAS CITY
STATE: MO
ZIP: 64121
0000926243
S000010031
The Short Term Government Fund
C000027731
Shares
CFSTX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000926243
XXXXXXXX
S000010031
C000027731
COMMERCE FUNDS
811-08598
0000926243
5493008VDCPHK1O3IK55
922 Walnut Street, Suite 401
KANSAS CITY
64106-1809
1-800-995-6365
The Short Term Government Fund
S000010031
5493002PP0IL3W8VM818
2020-10-31
2020-10-31
N
70570853.18
254114.43
70316738.75
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
USD
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2003-2
81743PAP1
37690.43000000
PA
USD
36662.18000000
0.052138623963
Long
ABS-MBS
CORP
US
N
2
2033-06-20
Floating
0.81000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128284H0
1046300.00000000
PA
USD
1087988.52000000
1.547268174464
Long
DBT
UST
US
N
1
2023-04-15
Fixed
0.63000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AGY55
415155.58000000
PA
USD
426031.37000000
0.605874756954
Long
ABS-MBS
USGSE
US
N
2
2040-07-25
Fixed
2.13000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Y79
1000000.00000000
PA
USD
1118164.06000000
1.590181910989
Long
DBT
UST
US
N
1
2025-07-31
Fixed
2.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAM3
1000000.00000000
PA
USD
993906.25000000
1.413470345281
Long
DBT
UST
US
N
1
2025-09-30
Fixed
0.25000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136A84M9
370900.78000000
PA
USD
375264.35000000
0.533677125348
Long
ABS-MBS
USGSE
US
N
2
2040-09-25
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3136G4MH3
900000.00000000
PA
USD
922767.34000000
1.312301105545
Long
DBT
USGSE
US
N
2
2022-02-28
Fixed
2.08000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31388SLV5
4672.89000000
PA
USD
4873.66000000
0.006931009723
Long
ABS-MBS
USGSE
US
N
2
2031-11-01
Fixed
7.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZT0
1000000.00000000
PA
USD
995898.44000000
1.416303511374
Long
DBT
UST
US
N
1
2025-05-31
Fixed
0.25000000
N
N
N
N
N
N
Towd Point Mortgage Trust
N/A
Towd Point Mortgage Trust 2016-3
89172YAA8
361421.15000000
PA
USD
365667.27000000
0.520028767687
Long
ABS-O
CORP
US
N
2
2056-04-25
Variable
2.25000000
N
N
N
N
N
N
Terwin Mortgage Trust
N/A
Terwin Mortgage Trust 2004-9HE
881561JW5
85346.14000000
PA
USD
83251.06000000
0.118394370216
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Floating
0.55000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828B25
1113830.00000000
PA
USD
1176787.50000000
1.673552444153
Long
DBT
UST
US
N
1
2024-01-15
Fixed
0.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202KP82
60.81000000
PA
USD
62.51000000
0.000088897751
Long
ABS-MBS
USGA
US
N
2
2024-11-20
Floating
3.13000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379MHL1
356019.10000000
PA
USD
371657.24000000
0.528547322596
Long
ABS-MBS
USGA
US
N
2
2045-07-16
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FTD87
252709.43000000
PA
USD
253621.05000000
0.360683749713
Long
ABS-MBS
USGSE
US
N
2
2039-09-25
Fixed
2.00000000
N
N
N
N
N
N
IndyMac INDX Mortgage Loan Trust
N/A
IndyMac INDX Mortgage Loan Trust 2004-AR6
45660NY25
42148.11000000
PA
USD
41122.18000000
0.058481352706
Long
ABS-MBS
CORP
US
N
2
2034-10-25
Variable
3.46000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Non Gold Pool
31347ALS1
371107.34000000
PA
USD
383723.42000000
0.545707077463
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Floating
2.63000000
N
N
N
N
N
N
MASTR Adjustable Rate Mortgages Trust
N/A
MASTR Adjustable Rate Mortgages Trust 2004-13
576433UE4
49258.24000000
PA
USD
49037.76000000
0.069738387860
Long
ABS-MBS
CORP
US
N
2
2034-04-21
Variable
3.36000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AT7F5
492065.02000000
PA
USD
500649.24000000
0.711991552651
Long
ABS-MBS
USGSE
US
N
2
2046-12-25
Fixed
1.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137A3JW0
605586.18000000
PA
USD
636299.69000000
0.904905007415
Long
ABS-MBS
USGSE
US
N
2
2025-11-15
Fixed
3.50000000
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust Series 2005-2
45254NNK9
50014.40000000
PA
USD
47435.28000000
0.067459442578
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Floating
0.95000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137F4MF6
115091.99000000
PA
USD
115867.59000000
0.164779527691
Long
ABS-MBS
USGSE
US
N
2
2043-03-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AMS83
742894.37000000
PA
USD
810429.04000000
1.152540709945
Long
ABS-MBS
USGSE
US
N
2
2035-04-25
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137F1CF3
279137.46000000
PA
USD
284758.56000000
0.404965538877
Long
ABS-MBS
USGSE
US
N
2
2043-06-15
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376WLL7
13862.57000000
PA
USD
14313.40000000
0.020355608429
Long
ABS-MBS
USGA
US
N
2
2040-02-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AWZ67
330254.80000000
PA
USD
335865.23000000
0.477646199142
Long
ABS-MBS
USGSE
US
N
2
2042-11-25
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AUUJ4
703975.80000000
PA
USD
734904.76000000
1.045134875513
Long
ABS-MBS
USGSE
US
N
2
2026-10-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3133TCLJ5
9043.70000000
PA
USD
10183.82000000
0.014482782024
Long
ABS-MBS
USGSE
US
N
2
2028-01-15
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
31292GJQ0
4236.79000000
PA
USD
4719.09000000
0.006711190086
Long
ABS-MBS
USGSE
US
N
2
2023-10-01
Fixed
6.00000000
N
N
N
N
N
N
FannieMae Grantor Trust
N/A
Fannie Mae Grantor Trust 2011-T2
3136A0S73
618045.46000000
PA
USD
624418.13000000
0.888007807387
Long
ABS-MBS
USGSE
US
N
2
2051-08-25
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128CULH7
17755.38000000
PA
USD
19467.94000000
0.027686067849
Long
ABS-MBS
USGSE
US
N
2
2027-05-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AMQD4
391252.79000000
PA
USD
403373.29000000
0.573651874604
Long
ABS-MBS
USGSE
US
N
2
2044-03-25
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B3M64
495347.25000000
PA
USD
538132.57000000
0.765297963992
Long
ABS-MBS
USGSE
US
N
2
2049-03-25
Fixed
3.50000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust Inc
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust Inc
17307GJX7
22065.36000000
PA
USD
21348.28000000
0.030360167976
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Variable
3.04000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ANP9
398819.29000000
PA
USD
422316.15000000
0.600591207026
Long
ABS-MBS
USGSE
US
N
2
2027-12-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31358NNR9
957.59000000
PA
USD
953.86000000
0.001356519111
Long
ABS-MBS
USGSE
US
N
2
2022-06-25
None
0.00000000
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust Series 2003-8
45254NFG7
5055.66000000
PA
USD
5040.15000000
0.007167781227
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Floating
1.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138ELLC5
466399.95000000
PA
USD
480181.65000000
0.682883846060
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Fixed
2.50000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3137EAEX3
1000000.00000000
PA
USD
992860.61000000
1.411983302482
Long
DBT
USGSE
US
N
2
2025-09-23
Fixed
0.38000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AE6C6
560351.92000000
PA
USD
587386.94000000
0.835344400837
Long
ABS-MBS
USGSE
US
N
2
2042-05-25
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31358NW40
6025.61000000
PA
USD
6169.31000000
0.008773600866
Long
ABS-MBS
USGSE
US
N
2
2022-07-25
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202KQW8
146.35000000
PA
USD
147.42000000
0.000209651361
Long
ABS-MBS
USGA
US
N
2
2024-12-20
Floating
3.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31403YLU5
98162.20000000
PA
USD
109790.36000000
0.156136877152
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
6.00000000
N
N
N
N
N
N
MortgageIT Trust
N/A
MortgageIT Trust 2005-1
61913PAP7
342176.45000000
PA
USD
345079.10000000
0.490749579878
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Floating
0.79000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EPA46
288405.43000000
PA
USD
295582.12000000
0.420358118499
Long
ABS-MBS
USGSE
US
N
2
2030-01-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828G38
1000000.00000000
PA
USD
1078398.44000000
1.533629771759
Long
DBT
UST
US
N
1
2024-11-15
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X3HC9
414523.42000000
PA
USD
434346.21000000
0.617699594323
Long
ABS-MBS
USGSE
US
N
2
2026-12-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38376GXA3
534217.21000000
PA
USD
548294.37000000
0.779749430572
Long
ABS-MBS
USGA
US
N
2
2044-02-16
Fixed
2.72000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YV6
1000000.00000000
PA
USD
1048789.06000000
1.491521192029
Long
DBT
UST
US
N
1
2024-11-30
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137BTP96
520534.15000000
PA
USD
526658.08000000
0.748979673065
Long
ABS-MBS
USGSE
US
N
2
2041-03-15
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FVBT8
906734.16000000
PA
USD
923979.97000000
1.314025630917
Long
ABS-MBS
USGSE
US
N
2
2041-04-25
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137BHFC6
158727.52000000
PA
USD
160027.43000000
0.227580847526
Long
ABS-MBS
USGSE
US
N
2
2041-11-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AVHA0
357589.10000000
PA
USD
362433.32000000
0.515429649387
Long
ABS-MBS
USGSE
US
N
2
2047-02-25
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202KZM0
3176.79000000
PA
USD
3232.47000000
0.004597013538
Long
ABS-MBS
USGA
US
N
2
2026-04-20
Floating
2.88000000
N
N
N
N
N
N
Bear Stearns Adjustable Rate Mortgage Trust
N/A
Bear Stearns ARM Trust 2004-9
07384M3F7
35334.32000000
PA
USD
33896.20000000
0.048205022875
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Variable
3.34000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZC7
500000.00000000
PA
USD
517402.35000000
0.735816761695
Long
DBT
UST
US
N
1
2025-02-28
Fixed
1.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138X1MZ6
477068.76000000
PA
USD
492272.30000000
0.700078400606
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378PLQ9
871604.68000000
PA
USD
912062.56000000
1.297077447295
Long
ABS-MBS
USGA
US
N
2
2043-11-16
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137A6QZ8
1287327.72000000
PA
USD
1364416.25000000
1.940386136010
Long
ABS-MBS
USGSE
US
N
2
2025-11-15
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZW3
1275000.00000000
PA
USD
1269023.44000000
1.804724540072
Long
DBT
UST
US
N
1
2025-06-30
Fixed
0.25000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G04Z3
1500000.00000000
PA
USD
1499923.22000000
2.133095542631
Long
DBT
USGSE
US
N
2
2025-06-17
Fixed
0.50000000
N
N
N
N
N
N
Countrywide Asset-Backed Certificates
N/A
CWABS Inc Asset-Backed Certificates Trust 2004-6
126673BB7
197647.11000000
PA
USD
189606.53000000
0.269646364963
Long
ABS-O
CORP
US
N
2
2034-11-25
Floating
1.05000000
N
N
N
N
N
N
MASTR Alternative Loans Trust
N/A
MASTR Alternative Loan Trust 2004-9
576434UH5
310.34000000
PA
USD
311.95000000
0.000443635477
Long
ABS-MBS
CORP
US
N
2
2034-08-25
Variable
5.64000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379E2L5
296348.86000000
PA
USD
310353.92000000
0.441365634295
Long
ABS-MBS
USGA
US
N
2
2044-02-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31392JGE3
26149.12000000
PA
USD
27396.91000000
0.038962145410
Long
ABS-MBS
USGSE
US
N
2
2033-03-25
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378NJ95
142276.99000000
PA
USD
143530.17000000
0.204119492103
Long
ABS-MBS
USGA
US
N
2
2045-06-16
Fixed
3.57000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Non Gold Pool
31326J2M1
399012.71000000
PA
USD
418648.05000000
0.595374668168
Long
ABS-MBS
USGSE
US
N
2
2045-07-01
Floating
2.77000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AUR29
428863.57000000
PA
USD
461290.29000000
0.656017753667
Long
ABS-MBS
USGSE
US
N
2
2047-01-25
Fixed
3.00000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3134GVJ66
1000000.00000000
PA
USD
1000921.13000000
1.423446462098
Long
DBT
USGSE
US
N
2
2022-06-08
Fixed
0.25000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136B6K28
646268.62000000
PA
USD
681004.85000000
0.968481846721
Long
ABS-MBS
USGSE
US
N
2
2049-11-25
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202K5C5
2554.55000000
PA
USD
2570.05000000
0.003654961884
Long
ABS-MBS
USGA
US
N
2
2026-08-20
Floating
3.25000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3137EAEU9
1000000.00000000
PA
USD
995199.76000000
1.415309893051
Long
DBT
USGSE
US
N
2
2025-07-21
Fixed
0.38000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136BALK8
715204.96000000
PA
USD
728740.14000000
1.036367944467
Long
ABS-MBS
USGSE
US
N
2
2043-12-25
Fixed
2.00000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G03U5
1000000.00000000
PA
USD
1009093.24000000
1.435068317925
Long
DBT
USGSE
US
N
2
2025-04-22
Fixed
0.63000000
N
N
N
N
N
N
MortgageIT Trust
N/A
MortgageIT Trust 2005-1
61913PAQ5
294321.88000000
PA
USD
296272.76000000
0.421340302845
Long
ABS-MBS
CORP
US
N
2
2035-02-25
Floating
0.93000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2006-AR1
3623414D8
291619.47000000
PA
USD
289737.27000000
0.412045944039
Long
ABS-MBS
CORP
US
N
2
2036-01-25
Variable
3.74000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 2013-1
81744WAC4
760820.74000000
PA
USD
758176.74000000
1.078230807454
Long
ABS-MBS
CORP
US
N
2
2043-02-25
Variable
1.86000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DQ54
1540504.35000000
PA
USD
1604411.59000000
2.281692266338
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
2.50000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AJHU6
1775000.00000000
PA
USD
1782714.95000000
2.535263980797
Long
DBT
USGSE
US
N
2
2025-04-14
Fixed
0.50000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2005-AR3
36242D4S9
71072.23000000
PA
USD
62817.43000000
0.089334959380
Long
ABS-MBS
CORP
US
N
2
2035-05-25
Floating
0.59000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283J7
1750000.00000000
PA
USD
1879472.67000000
2.672866665051
Long
DBT
UST
US
N
1
2024-11-30
Fixed
2.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138MDVZ2
309234.14000000
PA
USD
332831.81000000
0.473332261871
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418AXT0
442410.12000000
PA
USD
459684.14000000
0.653733589144
Long
ABS-MBS
USGSE
US
N
2
2028-09-01
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YK0
1500000.00000000
PA
USD
1535566.41000000
2.183785023733
Long
DBT
UST
US
N
1
2022-10-15
Fixed
1.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
9127962Q1
2500000.00000000
PA
USD
2498790.73000000
3.553621476792
Long
STIV
UST
US
N
1
2021-04-22
None
0.00000000
N
N
N
N
N
N
Structured Asset Securities Corporation
N/A
Structured Asset Securities Corp Mor Cer Ser 2003-31A
86359A3E1
155353.19000000
PA
USD
155250.67000000
0.220787642828
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Variable
2.53000000
N
N
N
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
2391266.47000000
NS
USD
2391266.47000000
3.400707303138
Long
STIV
RF
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BTL0
408875.30000000
PA
USD
441345.62000000
0.627653710689
Long
ABS-MBS
USGSE
US
N
2
2035-08-01
Fixed
3.50000000
N
N
N
N
N
N
Securitized Asset Sales,Inc.
N/A
Securitized Asset Sales Inc
81375FCM3
843.11000000
PA
USD
842.91000000
0.001198733068
Long
ABS-MBS
CORP
US
N
2
2023-12-25
Fixed
6.25000000
N
N
N
N
N
N
Terwin Mortgage Trust
N/A
Terwin Mortgage Trust 2004-7HE
881561FX7
228193.66000000
PA
USD
224366.01000000
0.319079089827
Long
ABS-MBS
CORP
US
N
2
2034-07-25
Floating
0.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0T78
500000.00000000
PA
USD
517560.72000000
0.736041985451
Long
DBT
USGSE
US
N
2
2022-10-05
Fixed
2.00000000
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust Series 2004-7
45254NKF3
44717.42000000
PA
USD
44492.96000000
0.063275061942
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Floating
0.89000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138WQCD2
471813.84000000
PA
USD
490352.53000000
0.697348225638
Long
ABS-MBS
USGSE
US
N
2
2028-05-01
Fixed
2.50000000
N
N
N
N
N
N
GSR Mortgage Loan Trust
N/A
GSR Mortgage Loan Trust 2003-6F
36229RJT7
1922.00000000
PA
USD
1919.39000000
0.002729634556
Long
ABS-MBS
CORP
US
N
2
2032-09-25
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36225CE44
3815.94000000
PA
USD
3956.87000000
0.005627209211
Long
ABS-MBS
USGA
US
N
2
2028-01-20
Floating
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138EQTW2
246501.88000000
PA
USD
255413.55000000
0.363232929371
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Floating
2.67000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137BTLV1
305906.05000000
PA
USD
313684.60000000
0.446102315858
Long
ABS-MBS
USGSE
US
N
2
2043-09-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38373ANL6
36688.13000000
PA
USD
38291.27000000
0.054455412296
Long
ABS-MBS
USGA
US
N
2
2039-07-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31398NRT3
627852.95000000
PA
USD
660786.41000000
0.939728465435
Long
ABS-MBS
USGSE
US
N
2
2040-09-25
Fixed
3.00000000
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust Series 2003-2F
45254NDQ7
124046.41000000
PA
USD
130441.31000000
0.185505346691
Long
ABS-MBS
CORP
US
N
2
2033-01-25
Variable
5.73000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38378CRT6
891957.79000000
PA
USD
912920.23000000
1.298297171098
Long
ABS-MBS
USGA
US
N
2
2040-10-20
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J8KU6
440138.61000000
PA
USD
490577.04000000
0.697667509501
Long
ABS-MBS
USGSE
US
N
2
2032-02-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AWD20
477869.04000000
PA
USD
494655.05000000
0.703466996327
Long
ABS-MBS
USGSE
US
N
2
2050-12-25
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418BE93
712424.30000000
PA
USD
768736.04000000
1.093247573288
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AS5Z5
687208.27000000
PA
USD
740947.61000000
1.053728632999
Long
ABS-MBS
USGSE
US
N
2
2027-11-25
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828X39
1122082.50000000
PA
USD
1136152.36000000
1.615763728803
Long
DBT
UST
US
N
1
2022-04-15
Fixed
0.13000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136A8PX2
492610.66000000
PA
USD
500001.99000000
0.711071074808
Long
ABS-MBS
USGSE
US
N
2
2027-09-25
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Pool
3131X8M60
770167.23000000
PA
USD
802273.05000000
1.140941778958
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
2.50000000
N
N
N
N
N
N
Impac Secured Assets Corp.
N/A
Impac Secured Assets Trust 2006-1
45254TTN4
322658.20000000
PA
USD
311681.14000000
0.443253122287
Long
ABS-MBS
CORP
US
N
2
2036-05-25
Floating
0.50000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31359DF32
2174.03000000
PA
USD
2171.18000000
0.003087714303
Long
ABS-MBS
USGSE
US
N
2
2023-09-25
Floating
0.09000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38377G2N8
27241.23000000
PA
USD
27387.53000000
0.038948805770
Long
ABS-MBS
USGA
US
N
2
2039-05-20
Fixed
4.00000000
N
N
N
N
N
N
FHLMC-GNMA
N/A
FHLMC-GNMA
3133T2US7
29776.53000000
PA
USD
31553.10000000
0.044872814867
Long
ABS-MBS
USGSE
US
N
2
2023-11-25
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31393UPS6
372151.57000000
PA
USD
439612.42000000
0.625188863725
Long
ABS-MBS
USGSE
US
N
2
2033-12-25
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38379L4S2
471661.60000000
PA
USD
493307.66000000
0.701550823842
Long
ABS-MBS
USGA
US
N
2
2045-05-20
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137A5SM7
241955.36000000
PA
USD
245682.68000000
0.349394304069
Long
ABS-MBS
USGSE
US
N
2
2038-03-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ARV2
405448.60000000
PA
USD
421478.98000000
0.599400637021
Long
ABS-MBS
USGSE
US
N
2
2028-03-01
Fixed
2.50000000
N
N
N
N
N
N
Lehman XS Trust
N/A
Lehman XS Trust Series 2005-7N
525221EM5
95758.29000000
PA
USD
92736.89000000
0.131884515193
Long
ABS-MBS
CORP
US
N
2
2035-12-25
Floating
0.69000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31405XWK5
27015.45000000
PA
USD
27036.91000000
0.038450176274
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Floating
2.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138AW4W0
477085.73000000
PA
USD
499429.77000000
0.710257299866
Long
ABS-MBS
USGSE
US
N
2
2026-11-01
Fixed
3.00000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust 10
81743VAA1
20622.51000000
PA
USD
20473.36000000
0.029115912318
Long
ABS-MBS
CORP
US
N
2
2027-10-20
Floating
0.95000000
N
N
N
N
N
N
Banc of America Funding Corporation
N/A
Banc of America Funding 2004-A Trust
06051GAX7
3226.83000000
PA
USD
3208.00000000
0.004562213858
Long
ABS-MBS
CORP
US
N
2
2034-09-20
Variable
2.82000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136ANJU2
504482.07000000
PA
USD
529907.31000000
0.753600521611
Long
ABS-MBS
USGSE
US
N
2
2043-01-25
Fixed
3.50000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
549300RLSHIMYD3FZB52
Morgan Stanley ABS Capital I Inc
61746RAA9
301326.63000000
PA
USD
295850.50000000
0.420739791490
Long
ABS-MBS
CORP
US
N
2
2033-03-25
Floating
1.23000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136ASJA5
376310.60000000
PA
USD
384381.15000000
0.546642459296
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136AHYX2
814442.70000000
PA
USD
848258.44000000
1.206339280062
Long
ABS-MBS
USGSE
US
N
2
2032-07-25
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZL7
1000000.00000000
PA
USD
1001757.81000000
1.424636335256
Long
DBT
UST
US
N
1
2025-04-30
Fixed
0.38000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136A93R7
512737.26000000
PA
USD
522311.24000000
0.742797873287
Long
ABS-MBS
USGSE
US
N
2
2027-11-25
Fixed
1.50000000
N
N
N
N
N
N
Banc of America Mortgage Securities
N/A
Banc of America Mortgage 2003-J Trust
05948XYC9
86894.21000000
PA
USD
83087.18000000
0.118161310488
Long
ABS-MBS
CORP
US
N
2
2033-11-25
Variable
2.78000000
N
N
N
N
N
N
Adjustable Rate Mortgage Trust
N/A
Adjustable Rate Mortgage Trust 2004-5
007036EQ5
11460.58000000
PA
USD
11439.11000000
0.016267975738
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Variable
3.61000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
38381B7K4
636134.86000000
PA
USD
685623.04000000
0.975049543235
Long
ABS-MBS
USGA
US
N
2
2047-09-20
Fixed
3.50000000
N
N
N
N
N
N
Vendee Mortgage Trust
N/A
Vendee Mortgage Trust 1996-2
911760HH2
41870.34000000
PA
USD
47246.73000000
0.067191298743
Long
ABS-MBS
CORP
US
N
2
2026-06-15
Fixed
6.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3133TH2C0
22062.16000000
PA
USD
24887.43000000
0.035393322333
Long
ABS-MBS
USGSE
US
N
2
2028-12-15
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132G5AP4
231493.23000000
PA
USD
240717.06000000
0.342332514674
Long
ABS-MBS
USGSE
US
N
2
2028-04-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137FLU85
179044.61000000
PA
USD
182305.33000000
0.259263062025
Long
ABS-MBS
USGSE
US
N
2
2046-10-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136A9HT8
475187.14000000
PA
USD
510115.11000000
0.725453311783
Long
ABS-MBS
USGSE
US
N
2
2042-10-25
Fixed
3.00000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0W66
750000.00000000
PA
USD
788016.32000000
1.120666763004
Long
DBT
USGSE
US
N
2
2024-10-15
Fixed
1.63000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac REMICS
3137F2XT8
491996.98000000
PA
USD
507131.20000000
0.721209784491
Long
ABS-MBS
USGSE
US
N
2
2028-11-15
Fixed
3.50000000
N
N
N
N
N
N
Residential Accredit Loans, Inc.
N/A
RALI Series 2004-QA4 Trust
76110HZH5
14846.93000000
PA
USD
14826.26000000
0.021084965349
Long
ABS-MBS
CORP
US
N
2
2034-09-25
Variable
3.24000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
3134GBZ70
1000000.00000000
PA
USD
1001232.42000000
1.423889158966
Long
DBT
USGSE
US
N
2
2020-11-27
Fixed
1.88000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AFE78
600000.00000000
PA
USD
634864.18000000
0.902863516263
Long
DBT
USGSE
US
N
2
2022-12-09
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136A3LG4
357602.61000000
PA
USD
374523.47000000
0.532623492866
Long
ABS-MBS
USGSE
US
N
2
2041-09-25
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
31358JZT1
1943.50000000
PA
USD
1973.77000000
0.002806970338
Long
ABS-MBS
USGSE
US
N
2
2021-10-25
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ATL2
318607.55000000
PA
USD
331177.44000000
0.470979521927
Long
ABS-MBS
USGSE
US
N
2
2028-05-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
N/A
Fannie Mae REMICS
3136BBQQ8
1463778.57000000
PA
USD
1496455.52000000
2.128163999926
Long
ABS-MBS
USGSE
US
N
2
2045-05-25
Fixed
2.00000000
N
N
N
N
N
N
2020-11-13
COMMERCE FUNDS
Bill Schuetter
Bill Schuetter
President